-62.2%
ALHC vs EXEL
+260.1%
-322.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | -14.2% | +19.0% | -33.2% | -17.2% |
| 3M | -45.1% | +33.3% | -78.4% | -48.4% |
| 6M | -59.5% | +42.9% | -102.4% | -62.3% |
| YTD | -62.8% | +58.7% | -121.6% | -66.2% |
| 1Y | -55.5% | +70.5% | -126.0% | -60.1% |
| 3Y | +25.7% | +233.8% | -208.1% | -12.7% |
| All | -62.2% | +260.1% | -322.3% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling